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Trade: XRP/USDT/360/LINREG/ALMA/4387

Strategy
XRP/USDT/360/LINREG/ALMA/4387
Pair
XRP_USDT
Interval
6h
Score
676189
Daily Profit
0.206121
Profit Factor
7.897959
Profitability
58.695652
Streak
154.169786
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-14 19:04
Expiration Time
2025-11-28 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1000245.0765 808884.9119 191360.1646 13148518.2871 17112778.5326 -3964260.2455
Total P&L (%) 1000.2451 808.8849 191.3602 13148.5183 17112.7785 -3964.2602
Avg Daily Profit (%) 0.4001 0.3235 0.0765 0.1956 0.2061 0
Buy And Hold Return (%) 736.7071 736.7071 736.7071 736.7071 736.7071 736.7071
Max Trade Drawdown -93516 -52444 -96263 -9169240 -1098049 -10281937
Profit Factor 3.4026 5.9947 1.7523 1.9429 7.898 0.6542
Total Trades 92 46 46 92 46 46
Winning Trades 58 27 31 58 27 31
Losing Trades 34 19 15 34 19 15
Profitability (%) 63.0435 58.6957 67.3913 63.0435 58.6957 67.3913
Ratio Avg Win / Avg Loss 1.9946 4.2185 0.8479 1.139 5.5578 0.3165
Largest Winning Trade 249388 249388 53708 10133674 10133674 1474109
Largest Losing Trade -88583 -40135 -88583 -9169240 -654357 -9169240
Avg Bars in Trades 105 111 100 105 111 100
Avg Bars in Winners 108 108 109 108 108 109
Avg Bars in Losers 100 116 80 100 116 80
Bars Traded 9742 5132 4610 9742 5132 4610
Profit Streak 154.1698 154.1698 237.9198 154.1698 154.1698 237.9198
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34605 -115514 -252285 511397 676189 -577071

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541829600000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757865869554,
    "expiration_time": 1764331848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 82
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1000245.0764954339,
            808884.9118654998,
            191360.1646299341,
            13148518.287105963,
            17112778.53256453,
            -3964260.2454585694
        ],
        [
            1000.245076,
            808.884912,
            191.360165,
            13148.518287,
            17112.778533,
            -3964.260245
        ],
        [
            0.400058,
            0.323522,
            0.076536,
            0.19563,
            0.206121,
            0
        ],
        [
            736.707115,
            736.707115,
            736.707115,
            736.707115,
            736.707115,
            736.707115
        ],
        [
            -93516,
            -52444,
            -96263,
            -9169240,
            -1098049,
            -10281937
        ],
        [
            3.402565,
            5.994713,
            1.752274,
            1.942925,
            7.897959,
            0.654185
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            63.043478,
            58.695652,
            67.391304,
            63.043478,
            58.695652,
            67.391304
        ],
        [
            1.994607,
            4.218501,
            0.847875,
            1.138956,
            5.557823,
            0.316541
        ],
        [
            249388,
            249388,
            53708,
            10133674,
            10133674,
            1474109
        ],
        [
            -88583,
            -40135,
            -88583,
            -9169240,
            -654357,
            -9169240
        ],
        [
            105,
            111,
            100,
            105,
            111,
            100
        ],
        [
            108,
            108,
            109,
            108,
            108,
            109
        ],
        [
            100,
            116,
            80,
            100,
            116,
            80
        ],
        [
            9742,
            5132,
            4610,
            9742,
            5132,
            4610
        ],
        [
            154.169786,
            154.169786,
            237.919786,
            154.169786,
            154.169786,
            237.919786
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34605,
            -115514,
            -252285,
            511397,
            676189,
            -577071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541829600000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757865869554,
    "expiration_time": 1764331848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 82
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)